stochastic optimization
Stochastic optimization refers to a mathematical approach used to find the best solution for a problem that includes randomness or uncertainty. It involves using randomized algorithms and iterative methods to handle uncertainties and make decisions based on probabilities, ultimately optimizing the objective function.
Requires login.
Related Concepts (2)
Similar Concepts
- deterministic optimization methods
- nonlinear optimization
- stochastic approximation
- stochastic calculus
- stochastic control
- stochastic dynamical systems
- stochastic dynamics
- stochastic filtering
- stochastic geometry
- stochastic gradient descent
- stochastic modelling
- stochastic models
- stochastic networks
- stochastic prediction
- stochastic process